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### 1475-2875-5-115-s1

Course: AMICHEL 1, Fall 2009
School: Oakland University
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Word Count: 1511

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multicollinearity Multicollinearity What is. Let H = the set of all the X (independent) variables. Let Gk = the set of all the X variables except Xk. The formula for standard errors is then 2 s 1 RYH *y 2 (1 RX k Gk ) * ( N K 1) s X k sbk = = 2 s 1 RYH *y Tolk * ( N K 1) s X k = Vif k * 2 s 1 RYH *y ( N K 1) s X k The bigger R2XkGk is (i.e. the more highly correlated Xk is with the other IVs in the...

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